Thanks for the hint, Simon. Now here's another example easily to be reproduced:

Raw markup:
Lorem ipsum [i]dolor[/i] sit [b]amet[/b], dicat repudiare no eum.
Raw RTF:
{\rtf1\ansi\ansicpg1252\deff0\nouicompat{\fonttbl{\f0\fnil\fcharset0 Courier Prime Sans;}{\f1\fnil\fcharset0 Microsoft Sans Serif;}}
{\colortbl ;\red0\green0\blue0;}
{\*\generator Riched20 10.0.19041}\viewkind4\uc1
\pard\fi300\li90\sl300\slmult1\cf1\f0\fs24\lang9 Lorem ipsum \i\f1 dolor\i0\f0 sit \b\f1 amet\b0\f0 , dicat repudiare no eum. \cf0\par
}
Generated RTF:
{\rtf1\ansi\deff0\nouicompat{\fonttbl{\f0\fnil\fcharset0 Courier Prime Sans;}}{\*\generator yWriter}\viewkind4\uc1 \pard\sa0\sl240\slmult1\f0\fs24\lang9 Lorem ipsum \i dolor\i0 sit \b amet\b0 , dicat repudiare no eum. \par}
Of course, Courier Prime has italic and bold typefaces, which even distinguishes it from other typewriter fonts. Just have a look at the scene after having closed and reopened it:

I did some quick tests with other fonts; indeed, the error wasn't reproducible with them. I will now have a closer look at the way how Courier Prime is installed on my Windows 10 system (as you know, there are several ways, including links to the user profile).
However, yWriter's behaviour isn't consistent, and errors like this don't occur with any other Windows application. If you want to harden your app, you can download the Courier Prime font here:
Cheers,
Peter